+29.3%
KORU vs AXP
+498.1%
-468.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.1% | +14.5% | +14.7% |
| 7D | +13.0% | -2.1% | +15.1% | +15.8% |
| 30D | +27.3% | -6.5% | +33.8% | +36.7% |
| 3M | -55.3% | +4.6% | -59.9% | -57.5% |
| 6M | +11.6% | +5.4% | +6.2% | +6.3% |
| YTD | +158.5% | -11.1% | +169.7% | +191.5% |
| 1Y | +482.2% | -0.3% | +482.5% | +466.8% |
| 3Y | +471.9% | +111.6% | +360.3% | +132.3% |
| 5Y | +41.1% | +117.6% | -76.4% | -43.3% |
| 10Y | +80.2% | +474.1% | -393.9% | -69.4% |
| All | +29.3% | +498.1% | -468.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling